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Estágio realizado na empresa Sysadvance- Sistemas de Engenharia S.A e orientado pelo Eng.º Pedro Taveira / Documento confidencial. Não pode ser disponibilizado para consulta / Tese de mestrado integrado. Engenharia Química. Faculdade de Engenharia. Universidade do Porto. 2010

Tese de doutoramento. Ciências de Engenharia. Faculdade de Engenharia. Universidade do Porto. 2009

Tese de doutoramento. Engenharia do Ambiente. Faculdade de Engenharia. Universidade do Porto, Instituto Superior de Engenharia do Porto. 2010

Credit risk of derivative securities includes the risk of underlying company and the risk of seller's nonfulfilment of contracts. Take bonds for example, we regard Treasury bills as default-free bonds, and corporate bonds as risky bonds. When the liability of property of derivative securities underlying company is less than 1, we regard the company is of bankruptcy. And then the seller of derivative securities will break the contract. The essay extends two period risky bonds pricing valuation of Jarrow and Turnbull(1995) to multiperiod situation, and derive arbitrage-free condition. Furthermore, we derive formulae of risky bonds prices by assuming the logarithm of the odds ratio of an underlying company's bankruptcy probability satisfies an AR(1) or MA(1) processes. Empirical data of Rebar, Chinarebar, Ceon are studied, time series models are established for logarithm of odds ratios. In most cases, we find that the log odds ratios can be well fitted by AR(1) models.

The theme of this thesis is MBE growth of high resistivity semiconductor epi-layers and MBD growth of silicon oxide anti-reflection films. For MBE growth of high resistivity semiconductor epi-layers, In0.523Al0.477As and In0.527Al0.228Ga0.245As lattice matched to InP and grown by MBE at 400¢J has been investigated. We construct n-i-n and p-i-n structure diode models to evidence that the nonlinear I-V characteristics are an intrinsic property of 400¢J In0.523Al0.477As and In0.527Al0.228Ga0.245As, and not due to barriers to current injection at the n+ InGaAs/ high resistivity epi-layer and high resistivity epi-layer/n+ InP heterojunctions. We obtained the effective resistivities of 400¢J In0.523Al0.477As and In0.527Al0.228Ga0.245As at 7V are still more than 109 £[ cm and 107 £[ cm, respectively, in n-i-n structure. They are more than sufficient for most practical applications. For MBD growth of silicon oxide anti-reflection films, we have set up the SiO MBD system in our lab. Then we measured the index of the SiO film that we deposited in the wavelength of 1550nm is about 1.85. Finally, we coated SiO anti-reflection film on one cleaved facet of a Fabry-Perot laser. The reflectance R of the coated facet is reduced to about 1.7¡Ñ10-4 in the vicinity of £f¡×1580 nm.

Šis darbas grindžiamas M. Juodžio ir A. Račkausko straipsniu apie autonormuotas sumas priklausomiems atsitiktiniams dydžiams ir nagrinėjama įrodyta teorema apie autonormuotų sumų konvergavimą naudojant blokus. Pradžioje ištiriamas konvergavimo greitis kaip funkcija nuo bendro narių skaičiaus ir bloko ilgio, vėliau ieškomas šios funkcijos minimumas ir gaunamas optimalaus bloko ilgio ir konvergavimo greičio įvertis. / This work is based on an article by M. Juodis and A. Račkauskas concerning self-normalized sums. The object of this thesis is to further analyse a proven theorem about the convergance of self-normalized sums for dependant random variables using blocks. Firstly, we measure the rate of convergance as a function dependant on the total number of elements and the lenght of the blocks. Later, we find the extreme values of this function and give an estimate of the optimal block length for best convergance results. Finaly, we measure the rate of convergance using the method described in the article.

El objetivo de la presente tesis doctoral era estudiar los mecanismos de invasión, el papel de diferentes factores de crecimiento, el estudio de la vía PI3K/Akt/mTOR y evaluar la respuesta al tratamiento en el cáncer de mama. Previamente habíamos estudiado las mutaciones del PIK3CA en una serie de pacientes con carcinoma de mama en las que encontramos asociación de mutaciones de PIK3CA con el subgrupo de los pacientes con tumores HER2 +. Además la presencia de mutaciones de PIK3CA se asoció a peor supervivencia. La introducción de trastuzumab ha cambiado la historia natural de las pacientes con tumores HER2+ por lo tanto decidimos incorporar al estudio pacientes que habían recibido este fármaco. En este artículo encontramos al menos una alteración de la vía PI3K en un cuarto de los tumores, además demostramos las complejas interacciones entre EGFR, IGFR1R i la vía PTEN/PI3K/Akt/Bad y mTOR, que están relacionados con mecanismos de resistencia a trastuzumab. Para completar el estudio decidimos analizar otro receptor de membrana, como LRP-1 o “low density lipoprotein receptor-related protein 1”. Este es un miembro de la familia de receptores de colesterol que presenta homología parcial con EGFR. En nuestro estudio detectamos la expresión de LRP1 en el 14% de los tumores, además esta se correlacionaba con alto grado nuclear, alto índice mitótico y Ki67 elevado. Además la expresión de LRP1 se asoció a tumores de tipo triple negativo que sobreexpresaban EGFR y HER2+. El síndrome hipermetabólico (obesidad, intolerancia a la glucosa, bajo HDL, hipertrigliceridemia e hipertensión) se ha asociado a tumores de tipo triple negativo. En nuestra serie las pacientes con tumores de tipo triple negativo y HER2+ mostraron mayores niveles de colesterol. Se ha relacionado la sobreexpresión de LRP1 con hipercolesterolemia en estudios “in vivo”. En nuestra serie encontramos mayores cifras de colesterol en las pacientes que sobreexpresaban LRP1, aunque los resultados no fueron estadísticamente significativos. En conclusión hemos corroborado la importancia que tienen los receptores de membrana en el cáncer de mama. También que el estado de activación de los diferentes efectores de la vía del PI3K/akt/mTOR pueden influir en la resistencia a fármacos como Trastuzumab. También hemos demostrado que otros receptores de membrana como LRP1 (con homología parcial con EGFR) están implicados en el carcinoma de mama y se relacionan con la invasión. Además es muy interesante la relación de este último con los niveles de colesterol y el síndrome hipermetabólico. / The objective of the present thesis was to study the mechanisms of invasion, the role of different growth factor receptors, the impact of the PI3K/Akt/Mtor pathway and the response to treatment in breast carcinoma. In a previous study we found association of PIK3CA mutations with HER2 postive breast carcinomas, moreover PIK3CA mutations were associated with poor prognosis. The introduction of trastuzumab in the treatment of HER2 positive breast carcinoma has dramatically changed his natural history, for this reason we decided to select patients which has received trastuzumab in her treatment. We found in about one-forth of HER2 tumours at least one molecular alteration in the PI3K pathway and/or its upstream or downstream effectors. Our data support the complex interactions between EGFR, IGF1R, and the PTEN/PI3K/Akt/Bad and mTOR signalling pathway, which in turn are potentially related with the mechanisms of trastuzumab response. To complete our study we selected another membrane receptor such as low density lipoprotein receptor-related protein 1 or LRP-1. This receptor is a member of the cholesterol receptors and has partial homology with EGFR. In our study we found LRP-1 expression in 14% of the tumours and was related with high nuclear grade, high mitotic index and high proliferation index (Ki 67). Also, LRP-1 expression was present in HER2 positive and triple negative tumours with EGFR expression. The hypermetabolic syndrome (obesity, glucose intolerance, low HDL, hypertriglyceridemia and hypertension) has been associated with triple negative tumors. In our series patients with triple negative and HER2 positive tumors had higher cholesterol levels, although this association was not statistically significant. In conclusion we have confirmed the role of membrane receptors in breast carcinomas. Also activation of their downstream effectors such as the PI3K/akt/mTOR pathway can be related to trastuzumab resistance. We have demonstrated that other membrane receptors such as LRP-1 (with partial homology with EGFR) are related to breast carcinoma and their mechanisms of invasion. Moreover, the relationship between LRP-1 cholesterol levels and the hypermetabolic syndrome are very interesting, but further studies are needed.

Zugl.: Köln, Univ., Diss., 2004 / Text teilw. in arab. Schr.

Stuttgart, Univ., Diplomarbeit, 2006.